Power transformation models and volatility forecasting
Year of publication: |
2008
|
---|---|
Authors: | Sadorsky, Perry A. ; McKenzie, Michael D. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 7, p. 587-606
|
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
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